{"title":"基于AR-GARCH模型的比特币收益波动性分析","authors":"M. Dash","doi":"10.2139/ssrn.3567216","DOIUrl":null,"url":null,"abstract":"The study examines the stability of Bitcoin price/returns volatility using an AR-GARCH model. The data for the study were the daily closing Bitcoin prices obtained from the bitcoin,com website for the study period 01/01/2013 - 31/12/2017.","PeriodicalId":319022,"journal":{"name":"Economics of Networks eJournal","volume":"9 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling\",\"authors\":\"M. Dash\",\"doi\":\"10.2139/ssrn.3567216\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The study examines the stability of Bitcoin price/returns volatility using an AR-GARCH model. The data for the study were the daily closing Bitcoin prices obtained from the bitcoin,com website for the study period 01/01/2013 - 31/12/2017.\",\"PeriodicalId\":319022,\"journal\":{\"name\":\"Economics of Networks eJournal\",\"volume\":\"9 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Economics of Networks eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3567216\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economics of Networks eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3567216","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling
The study examines the stability of Bitcoin price/returns volatility using an AR-GARCH model. The data for the study were the daily closing Bitcoin prices obtained from the bitcoin,com website for the study period 01/01/2013 - 31/12/2017.
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